Changelog

v0.1.0 (development)

• Initial implementation of the HDDID estimator

• Support for polynomial, trigonometric, and B-spline basis functions

• Parametric and nonparametric inference (Eq. 4.1-4.3)

• Cross-fitting with optional parallelization (n_jobs)

• sklearn LASSO backend option

• Auto penalty selection (penalty_lambda=”auto”)

• DataFrame integration (HDDIDFit.from_dataframe)